Responsible ESG U.S.

Equity

Mutual Fund

GIM believes that a benchmark-agnostic portfolio of large cap stocks, using positive and negative screens based on ESG rankings, integrated with proprietary multi-factor models, may achieve superior long-term performance. Our disciplined process creates and consistently maintains a strategy with favorable attributes relative to the benchmark index utilizing unique stock ranking models for each sector, downside risk screens and leading industry group indicators. The process employs a quantitative discipline based on fundamental insights.

Quantitative discipline, fundamental insight
Models based on intuitive fundamentals that drive performance

Proprietary, diversified models for each industry group
Unique models for buying and selling

ESG screening integrated into GIM strategies since 2001

Benchmark-agnostic position weights
Minimizes single-stock risk; avoids bias toward expensive stocks

Continuity of senior Responsible ESG team since strategy inception
Inception date of December 31, 2015

Summary Investment Guidelines

  • Universe: Russell 1000 universe, S&P 500 or other domestic large cap stocks with market capitalizations exceeding $3 billion
  • Benchmark: Russell 1000
  • 60-100 holdings
  • Existing position maximum: 3% for any security
  • Sector: +/–4% vs. Russell 1000
  • Maximum sub-industry weightings are limited to 2% above the benchmark weightings

Portfolio Managers

  • Vladimir de Vassal, CFA

    Portfolio Manager, Quantitative Equity
  • Paul T. Sullivan, CFA

    Portfolio Manager, Quantitative Equity
  • Alexander R. Atanasiu, CFA

    Portfolio Manager, Quantitative Equity
 
As of 3/31/2019 QTD YTD 1 YEAR 3 YEAR 5 YEAR 10 YEAR Since Inception Inception Date
Responsible ESG U.S. Equity (Gross) 11.1% 11.1% 4.7% 14.3% n/a n/a 14.2% 12/31/2015
Responsible ESG U.S. Equity (Net) 10.9% 10.9% 3.9% 13.5% n/a n/a 13.4%  
Russell 1000 14.0% 14.0% 9.3% 13.5% n/a n/a 12.8%  

Calendar Year Returns

  Glenmede Gross Glenmede Net Russell 1000 Gross +/-
2018 -6.1% -6.8% -4.8% -1.4%
2017 24.3% 23.4% 21.7% 2.6%
2016 18.8% 17.9% 12.1% 6.7%